+44.1%
MAS vs KMX
-64.7%
+108.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +2.8% |
| 7D | +3.3% | -4.1% | +7.4% | +4.8% |
| 30D | +25.5% | +2.9% | +22.6% | +24.2% |
| 3M | +11.8% | -7.0% | +18.8% | +14.1% |
| 6M | +21.3% | +34.1% | -12.8% | +8.3% |
| YTD | +37.7% | +40.0% | -2.3% | +18.8% |
| 1Y | +41.0% | +67.2% | -26.2% | +13.9% |
| 3Y | +63.0% | -13.4% | +76.4% | +60.6% |
| 5Y | +44.1% | -65.1% | +109.2% | +80.5% |
| All | +44.1% | -64.7% | +108.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling